+13.3%
RMBS vs AMBA
-20.7%
+34.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | -0.3% | -11.0% | +10.6% | +6.4% |
| 30D | -12.2% | -23.2% | +11.0% | +2.2% |
| 3M | -49.5% | -12.7% | -36.8% | -47.0% |
| 6M | -7.1% | +11.2% | -18.4% | -19.6% |
| YTD | -7.0% | -11.2% | +4.2% | -10.1% |
| 1Y | +13.3% | -22.5% | +35.9% | +14.0% |
| All | +13.3% | -20.7% | +34.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling